+147.9%
OXY vs MKTX
-60.5%
+208.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | +2.8% | -0.2% | +3.1% | +2.9% |
| 30D | +5.5% | +0.7% | +4.7% | +5.4% |
| 3M | +11.3% | +40.8% | -29.5% | +6.9% |
| 6M | +11.6% | -8.0% | +19.6% | +12.5% |
| YTD | +51.6% | -8.7% | +60.3% | +52.9% |
| 1Y | +36.2% | -11.8% | +48.0% | +37.8% |
| 3Y | +1.7% | -24.0% | +25.7% | +3.0% |
| All | +147.9% | -60.5% | +208.4% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling